Date: Fri, 30 Jun 2000 12:03:57 +1000
Reply-To: Patrick McElduff <patrickm@MAIL.NEWCASTLE.EDU.AU>
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: Patrick McElduff <patrickm@MAIL.NEWCASTLE.EDU.AU>
Subject: Re: question on variance
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I thank those people who have responded to the question on the variance of x^.
I don't believe that it is useful to use a taylor series expansion. A
taylor series is intended to approximate a complex function with a polynomial.
The taylor series expansion of x^2 is only useful if you go to the second
order term; in which case the taylor series expansion of x^2 is x^2 - and
so it is for any other polynomial (terms above the second order term equal
zero because higher order derivatives equal zero).
However I still don't know the answer to the problem but I am more than
happy to assume that x is a normally distributed random variable.
Any other help will be appreciated.
Regards Patrick